+235.5%
EW vs MLM
+185.4%
+50.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.9% |
| 7D | +11.0% | -4.1% | +15.1% | +12.4% |
| 30D | +19.1% | +8.2% | +10.9% | +15.9% |
| 3M | +14.4% | -3.6% | +17.9% | +15.3% |
| 6M | +22.8% | -15.6% | +38.3% | +28.6% |
| YTD | +19.8% | -16.4% | +36.2% | +25.2% |
| 1Y | +23.9% | -14.3% | +38.2% | +28.3% |
| 3Y | +52.2% | +19.3% | +32.9% | +37.9% |
| 5Y | -13.9% | +29.6% | -43.5% | -25.2% |
| All | +235.5% | +185.4% | +50.1% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling